• Banking risk, treasury risk, asset risk, Value at risk, MTM, mark to market, P&L, risk analysis, risk analyses

    Treasury, Financial and Banking Risk Management

    Cost-effective, Robust and no Overhead Risk Solutions that Actually Work
    Stochastic Models, Calibration, Monte Carlo, Eliminate Outside Modeling
    Compute Latest Risk Metrics: Expected Shortfall / Potential / Future Exposure
    Integrate BASEL III Market, Credit, FRTB to Produce Coherent Risk Numbers
    Compress Computational Time and Memory During Risk Computations

QR RiskTM is the ultimate next generation comprehensive financial, banking and treasury risk platform

Market risk, credit risk, cash flow at risk, liquidity risk, LCR, Capital adequacy

QR Risk™ is a comprehensive multiple asset class and currency risk platform for mid-size capital market players, local and regional banks, credit unions, asset and fund management firms and hedge funds seeking a cost-effective robust and flexible risk platform that actually works and doesn't require lengthy implementation, large consultant and maintenance teams.

QR Risk™ is seamlessly integrated with our trading, portfolio and asset modules. Alternatively, if your internal trading, transaction and portfolio systems have no effective risk computation and reporting capabilities, QR Risk™ is a perfect stand-alone risk platform to sit next to your systems and integrate them.

Multiple use risk platform. Banks can fulfill their regulatory risk valuation, compliance and reporting. All players can perform internal risk valuation and portfolio scenario analysis to enhance their P&L, earnings, hedging program, proprietary trading, asset liability or balance sheet risk management.

Flexible Connectivity Bridge to integrate any trading, portfolio and treasury systems. No SQL or coding; all via configuration.

Ready out-of-the-box. Leverage numerous preconfigured risk templates, models and reports. Utmost configuration flexibility to adapt to any portfolio, operation and risk valuation rules without resorting to custom development or coding.

24/7 QR Cloud version is a ready-for-use cost-effective alternative. No software installation or development.

BASEL III, IFRS 9 and internal requirements are drastically reshaping the risk system infrastructure of banks. Local and regional banks and credit unions can’t afford and lack the consultancy expertise to implement and integrate costly legacy systems. QuantRisk Banking Risk System™ delivers your most stringent regulatory and internal risk management requirements, within a next generation ready-for-use universal architecture. ALM, market and credit risk. FRTB SA and IMA approach. Liquidity LCR and NSFR, and capital CAR monitoring, forecasting and reporting. Meet your central bank’s BASEL III requirements while enhancing your bank’s earnings, profitability and cost of capital via balance sheet optimization under nonlinear LCR, NSFR and CAR constraints.

Our Optimal Clients’ Profile

QR Banking and Financial Risk solutions are optimal for these entities:

  • Mid-size treasuries, local and regional banks, credit unions, financial, asset and fund management firms and hedge funds seeking a cost-effective robust and flexible risk platform that actually works and doesn’t require lengthy implementation, large consultant and maintenance teams, and can integrate their existing systems.

  • Regional & commercial banks seeking an effective, affordable, ready-for-use ALM, BASEL III, liquidity, market and credit risk platform, backed by our expert team, to meet central bank's compliance.

  • You have reached the limits of your in-house risk systems in terms of speed, memory, real-time execution, advanced stochastic modeling or Monte Carlo risk.

Key Functions and Apps

Monte Carlo simulation, sensitivity analysis, stress-testing, what-if-scenario analysis, risk cone

Market Risk

MTM. Monte Carlo. VaR. ES. CVaR. EaR. CFaR. All assets. ALM, interest and FX rates. Scenario. Stress. Limits.

liquidity risk, LCR, Capital adequacy

Cash & Liquidity Risk

Cash & liquidity forecasting & risk. EaR. LCR, NSFR, MLH. Stress. Scenario. Limits. Custom liquidity indicators.

credit risk, cash flow at risk, Value at risk, MTM, mark to market, risk analysis

Credit Risk

Collateral PFC. Default. Expected and Potential Future Exposure, EE, PFE. SA-CCR. CVA, xVA. Limits.

banking risk, BASEL, regulatory risk

Banking Risk

BASEL III. Liquidity. LCR. MLH. NSFR. CAR. FRTB. CVA. xVA. BCBS239, 368. IFRS 9. Scenario. Stress. Limits.

stress-testing, what-if-scenario analysis, risk cone, Enterprise Risk, Risk assessment, risk tool, Risk analysis


Universal planning, scenario analysis and stress testing for balance sheet, portfolio or hedging programs.

Hedge Accounting, banking risk, bank lending, Risk Management, Enterprise Risk

Hedge Accounting

Hedge effectiveness & accounting. Fair value accounting. Compliance. Reporting. IFRS 9.

Risk, Operational Risk, Risk assessment, risk tool, Risk analysis

Operational Risk

Role-based security access. Audit and data versioning. Limits, monitoring & reporting. Workflow and life cycles.

treasury risk, asset risk, Value at risk, MTM

More Features

Risk dashboard. Monte Carlo. Risk Statistics & visualization. Marginal & incremental risk. Drill-down.

Seeking Effective Risk Analytics?

QR Risk™ helps you overcome all risk analytics shortcomings:

  • Cost-effective, robust and no overhead risk solutions that actually work.

  • All analytics are integrated. Stochastic Modeling. Calibration. Monte Carlo. Eliminate outside tools, modeling and Excel spreadsheets.

  • One single integrated holistic Monte Carlo risk platform: market, credit, ALM, banking BASEL III. Scenario. Portfolio planning. Compute latest risk metrics: VaR, Expected Shortfall / Potential / Future Exposure, ES, EFE, PFE.

  • Supercomputing performance. Eliminate performance issues. Compress computational time and memory.

QuantRisk new system architecture is designed to meet modern banking challenges

BASEL, regulatory risk, Value at risk, MTM, Monte Carlo simulation, sensitivity analysis, stress-testing
  • BASEL III and IFRS 9 have invalidated big vendors' legacy risk infrastructure in multiple disparate systems for market, credit and liquidity risk. These can't be integrated into a joint risk model that can pass central bank's approval.

  • QuantRisk has automated system integration with core banking, ALM and treasury systems to the point that no consultants or IT resources are needed.

  • Backward looking historic VaR, widely used in the industry, is no longer applicable for multiple reasons. A fundamental switch must take place to full Monte Carlo risk with forward looking stochastic models. Firstly, VaR has been dethroned by expected shortfall (ES), or expected loss, should loss occur. This can only be computed via full stochastic Monte Carlo. Secondly, fair valuation of instruments is no longer acceptable. xVA embeds Valuation Adjustments for credit and liquidity risk factors. This can also be only achieved within a full Monte Carlo risk framework allowing path dependency and joint simulation of market, credit, collateral and liquidity risk.

  • BASEL III's Fundamental Review of the Trading Book (FRTB) imposes new constraints on market risk valuation, rendering obsolete legacy risk system implementations in silos. Unlike BASEL 2.5, FRTB allows two methods for market risk valuation. The Standardized Approach (SA) results in much higher capital charge than the Internal Model Approach (IMA) tailored to a bank's specific trading books. However, the front office and the IMA risk models can't be properly synchronized to pass the "P&L attribution tests" of central banks. QuantRisk new risk architecture greatly facilitates the integration of front office trading and middle office IMA risk models.

  • Regional banks face the daunting task of proactively optimizing their balance sheet to minimize cost of capital, while meeting BASEL III's capital and liquidity constraints. Balance sheet risk management, planning and optimization become intertwined.

QuantRisk's advantages & benefits

We go far beyond traditional risk systems

  • QR Risk™ integrates and automates within one single platform all risk functionality for banking (BASEL III and IFRS 9), financial assets, hedging, portfolios and treasury. Implementation is via full Monte Carlo within a supercomputing architecture.

  • QR Risk™ is built with next generation dual cloud on-site architecture. The platform is ready-to-use, no development required and runs live 24/7 on QR Cloud, with 100s ready-to-use configurations, models and templates that we maintain universally as core features. Clients can copy these to their custom instance on-site or in QR Cloud. On the other hand, legacy vendors lack flexibility and risk analytics functionality, especially as related to BASEL III and advanced risk, and resort to costly one-off patchwork custom developments vastly varying across clients.

  • QR Risk™ goes far beyond risk compliance by merging risk, portfolio planning, scenario analysis and optimization.

  • No third party or Excel spreadsheet analytics. QR Analytics™ is fully integrated: forward curves, stochastic models and Monte Carlo simulations of volatility, correlations and forward term structure. Models are audited, calibrated and executed automatically 24/7 with live data reporting.

  • Supercomputing risk computing technology overcomes concerns about speed of executions and memory for full Monte Carlo risk.

banking risk, bank lending, Risk Management, Enterprise Risk, Risk assessment, risk tool, Risk analysis, Risk

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

  • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

  • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

  • Private Cloud or on-site are for entities wishing to control data and processes.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations.

  • Ready for use out-of-the-box, no custom development or coding.

  • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

Need more information?

Our expert team are here to help with any questions you have regarding QR Risk™. Call or email today.

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